-96.9%
FCEL vs MSI
+118.7%
-215.7%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.5% | -0.5% | +12.0% | +11.7% |
| 7D | -11.2% | +4.7% | -15.9% | -13.0% |
| 30D | -45.8% | +14.8% | -60.5% | -49.0% |
| 3M | -51.0% | +8.8% | -59.8% | -52.8% |
| 6M | -22.2% | +19.3% | -41.6% | -29.2% |
| YTD | +36.3% | +35.3% | +0.9% | +14.6% |
| 1Y | +29.0% | +33.8% | -4.7% | +9.2% |
| 3Y | -70.9% | +74.4% | -145.3% | -83.1% |
| All | -96.9% | +118.7% | -215.7% | -98.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MSI.
Daily Out/Under-Performance
Portfolio return minus MSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSI return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded MSI wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling